Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
21.06.2019 | - | 0.01 | 0.03 | 100'000 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
20.06.2019 | 65.85% | 0.02 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 3'350 | 6'511 | 85.92% | 85.92% |
19.06.2019 | 47.68% | 0.05 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 4'617 | 7'477 | 100.00% | 100.00% |
18.06.2019 | 27.02% | 0.08 | 0.10 | 100'000 | 100'000 | 100'000 | 100'000 | 6'617 | 8'679 | 100.00% | 100.00% |
17.06.2019 | 25.18% | 0.06 | 0.08 | 100'000 | 100'000 | 100'000 | 100'000 | 6'006 | 7'731 | 97.84% | 97.84% |
14.06.2019 | 19.02% | 0.09 | 0.10 | 100'000 | 100'000 | 100'000 | 100'000 | 8'207 | 9'936 | 99.88% | 99.88% |
13.06.2019 | 17.30% | 0.10 | 0.12 | 100'000 | 100'000 | 100'000 | 100'000 | 10'777 | 12'810 | 100.00% | 100.00% |
12.06.2019 | 17.91% | 0.10 | 0.12 | 100'000 | 100'000 | 100'000 | 100'000 | 9'911 | 11'857 | 100.00% | 100.00% |
11.06.2019 | 15.52% | 0.10 | 0.12 | 100'000 | 100'000 | 100'000 | 100'000 | 12'556 | 14'658 | 99.50% | 99.50% |